Pervasive randomness in physics: an introduction to its modelling and spectral characterisation
Pervasive randomness in physics: an introduction to its modelling and spectral characterisation
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物理学中普遍存在的随机性：建模和光谱表征简介
DOI：
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发表时间：
2017
期刊：
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通讯作者：
R. Howard
中科院分区：
文献类型：
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作者：
R. Howard
摘要随机现象的建模和光谱特性的介绍是详细的，在一个水平上与第一次接触到的主题在本科水平一致。一个信号框架定义一个随机过程，这支撑了一个介绍常见的随机过程，包括泊松点过程，随机游走，随机电报信号，散粒噪声，信息信令随机过程，抖动脉冲序列，生灭随机过程和马尔可夫链。通过能量谱密度或功率谱密度，详细介绍了信号和随机过程的谱特性。最后以定义一个白色噪声随机过程为例进行了总结。
Abstract An introduction to the modelling and spectral characterisation of random phenomena is detailed at a level consistent with a first exposure to the subject at an undergraduate level. A signal framework for defining a random process is provided and this underpins an introduction to common random processes including the Poisson point process, the random walk, the random telegraph signal, shot noise, information signalling random processes, jittered pulse trains, birth–death random processes and Markov chains. An introduction to the spectral characterisation of signals and random processes, via either an energy spectral density or a power spectral density, is detailed. The important case of defining a white noise random process concludes the paper.